+955.2%
APH vs RL
+369.1%
+586.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.0% | +1.3% | -6.4% | -5.4% |
| 30D | -8.4% | +7.6% | -16.0% | -10.7% |
| 3M | -4.5% | -1.5% | -3.0% | -4.2% |
| 6M | +25.3% | +12.1% | +13.2% | +19.4% |
| YTD | +18.9% | +13.9% | +5.0% | +12.4% |
| 1Y | +11.9% | +20.7% | -8.7% | +3.5% |
| 3Y | +278.0% | +260.6% | +17.4% | +136.9% |
| 5Y | +306.4% | +248.9% | +57.6% | +150.1% |
| 10Y | +955.2% | +355.9% | +599.3% | +467.3% |
| All | +955.2% | +369.1% | +586.1% | +467.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling